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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nova Ltd. (NVMI) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.4
Avg Daily Volume: 584,762    Market Cap: 12.5B
Sector: Technology    Short Interest: 4.13
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 6, 2026 BO 3.5 $402.38 @$400.00 $64.50
($402.38)
16.12% -6.05% I -5.23% I $381.32 $52.50
( $381.32 )
-18.6%
May 14, 2026 BO 3.4 $503.65 @$500.00 $84.70
($503.65)
16.94% 12.18% I 10.41% I $556.11 $91.70
( $556.11 )
8.26%
Feb. 12, 2026 BO 3.4 $475.83 @$480.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 3.0 $342.22 @$340.00
Aug. 7, 2025 BO 3.1 $257.71 @$260.00
May 8, 2025 BO 2.9 $200.72 @$200.00
Feb. 13, 2025 BO 2.5 $245.43 @$250.00
Nov. 7, 2024 BO 2.3 $191.31 @$190.00
May 9, 2024 BO 2.1 $181.12 @$180.00
Feb. 15, 2024 BO 2.0 $157.43 @$155.00

 
 
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